Robustness against dependence in PERT: An application of duality and distributions with known marginals

DOI10.1007/BFb0121119zbMath0592.90048OpenAlexW205043357MaRDI QIDQ3722254

Willem K. Klein Haneveld

Publication date: 1986

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121119

zbMATH Keywords

robustnessdualityminimax approachstochastic networksflow problemtwo-stage stochastic programgeneralized transportation problemPERT-type project planning problemworst-case joint distributions

Mathematics Subject Classification ID

Stochastic programming (90C15) Deterministic scheduling theory in operations research (90B35) Deterministic network models in operations research (90B10)

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